Matricelf (Israel) Performance
| MTLF Stock | 351.50 10.20 2.82% |
The company secures a Beta (Market Risk) of 0.7, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Matricelf's returns are expected to increase less than the market. However, during the bear market, the loss of holding Matricelf is expected to be smaller as well. At this point, Matricelf has a negative expected return of -0.0386%. Please make sure to verify Matricelf's maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Matricelf performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Matricelf has generated negative risk-adjusted returns adding no value to investors with long positions. Despite somewhat strong basic indicators, Matricelf is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors. ...more
Matricelf |
Matricelf Relative Risk vs. Return Landscape
If you would invest 36,130 in Matricelf on September 15, 2024 and sell it today you would lose (980.00) from holding Matricelf or give up 2.71% of portfolio value over 90 days. Matricelf is generating negative expected returns and assumes 2.0131% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Matricelf, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Matricelf Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Matricelf's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Matricelf, and traders can use it to determine the average amount a Matricelf's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0192
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| Negative Returns | MTLF |
Estimated Market Risk
| 2.01 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.02 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Matricelf is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Matricelf by adding Matricelf to a well-diversified portfolio.
Things to note about Matricelf performance evaluation
Checking the ongoing alerts about Matricelf for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Matricelf help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Matricelf generated a negative expected return over the last 90 days |
- Analyzing Matricelf's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Matricelf's stock is overvalued or undervalued compared to its peers.
- Examining Matricelf's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Matricelf's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Matricelf's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Matricelf's stock. These opinions can provide insight into Matricelf's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Matricelf Stock analysis
When running Matricelf's price analysis, check to measure Matricelf's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Matricelf is operating at the current time. Most of Matricelf's value examination focuses on studying past and present price action to predict the probability of Matricelf's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Matricelf's price. Additionally, you may evaluate how the addition of Matricelf to your portfolios can decrease your overall portfolio volatility.
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